+262.4%
VST vs GWW
+92.7%
+169.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.7% | +11.3% | +10.9% |
| 7D | -9.8% | +6.0% | -15.8% | -12.5% |
| 30D | -25.1% | +14.0% | -39.2% | -30.0% |
| 3M | -11.6% | +12.5% | -24.1% | -17.0% |
| 6M | -20.9% | +23.6% | -44.6% | -29.4% |
| YTD | -22.3% | +43.6% | -65.9% | -37.7% |
| 1Y | -32.0% | +52.5% | -84.5% | -47.8% |
| 3Y | +262.4% | +92.6% | +169.8% | +161.5% |
| All | +262.4% | +92.7% | +169.6% | +161.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded GWW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling